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Documents are displayed in order of relevance.
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The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives
stock market downturns. That is, because changes in market volatility ...stock index returns and volatility changes. 4 The market’s asymmetric
URL: https://www.federalreserve.gov/econresdata/feds/2015/files/2015071pap.pdf
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FRB: FOMC meeting -- August 21, 2001 presentation materials
Market Committee August 21, 2001 Presentation Materials -- Text Version...Markets Series: Dow Jones Industrial Average, NASDAQ composite index,
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20010821material.htm
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FRB: Call for Papers
market recovery. Paper submissions that adopt novel methodological approaches...markets International aspects of the recovery from the financial crisis
URL: https://www.federalreserve.gov/newsevents/conferences/irfmp2014_call_for_papers.htm
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The Fed - F.207 Federal Funds and Security Repurchase Agreements
market mutual funds; security repurchase agreements; asset FA632051000...market mutual funds; security repurchase agreements (Federal Reserve reverse
URL: https://www.federalreserve.gov/releases/z1/20171207/html/f207.htm
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The Fed - L.116 Life Insurance Companies
market fund shares; asset FL543034005 48.2 55.0 58.6 52.0 56.6 62.0 58.6...market value); asset LM543092073 87.9 65.3 87.4 79.2 77.5 78.9 87.4 67.2
URL: https://www.federalreserve.gov/releases/z1/20200921/html/l116.htm
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The Fed - L.116 Life Insurance Companies
market fund shares; asset FL543034005 55.0 58.6 70.6 62.0 58.6 92.2 94.3...market value); asset LM543092073 65.3 87.4 88.7 78.9 87.4 67.1 77.2 78.3
URL: https://www.federalreserve.gov/releases/z1/20210311/html/l116.htm
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The Fed - L.103 Nonfinancial Corporate Business
market fund shares; asset FL103034000 466.1 558.3 472.6 492.2 528.7 558.3...market value); asset (1) LM103092005 5438.6 6514.5 5943.1 6178.3 6070.9
URL: https://www.federalreserve.gov/releases/z1/20201210/html/l103.htm
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The Fed - L.116 Life Insurance Companies
market fund shares; asset FL543034005 55.0 58.6 52.0 56.6 62.0 58.6 92.2...market value); asset LM543092073 65.3 87.4 79.2 77.5 78.9 87.4 67.1 77.3
URL: https://www.federalreserve.gov/releases/z1/20201210/html/l116.htm
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The Fed - L.103 Nonfinancial Corporate Business
market fund shares; asset FL103034000 464.0 475.7 466.3 457.0 452.0 449.7...market value); asset (1) LM103092005 5467.9 6684.0 5503.4 6404.6 6253.9
URL: https://www.federalreserve.gov/releases/z1/20190920/html/l103.htm
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The Fed - L.116 Life Insurance Companies
market fund shares; asset FL543034005 44.6 48.2 55.0 46.6 49.0 45.2 55.0...market value); asset LM543092073 64.8 81.9 59.8 80.8 68.3 67.5 59.8 66.9
URL: https://www.federalreserve.gov/releases/z1/20190920/html/l116.htm
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